Aircraft: CRJ900
Phase of flight: Cruise; Initial Approach
Anomaly: Deviation / Discrepancy - Procedural Published Material / Policy; Inflight Event / Encounter Weather / Turbulence

We had a flight from ZZZ to ZZZ1 with weather/low ceilings in ZZZ. En route; had moderate chop but not a huge deal. In ZZZ1; weather was 300 overcast and 2 mile visibility; so this required a full ILS approach. On arrival; we were given a runway change to expect for landing. ZZZ1 is always a busy ramp to navigate and in lower visibility's can add to the level of challenge. We left ZZZ1 after an hour sit. We experienced light with occasional moderate turbulence for 20 minutes of the flight back. The weather in ZZZ got worse. We were given extra vectors by Approach Control because someone ended up going around. We were IMC during this entire event which adds to work load. We made it in with 400 [feet] overcast and mist with fog developing.We were swapped to a blast fence gate which involves additional explanation to the passengers who did not expect it. We then had a close to 4 hour sit in ZZZ. Visibility dropped to 1/4 mile. Which added takeoff alternate needs. As well as low visibility taxi in ZZZ. Thunderstorms were forecasted at our arrival into ZZZ2; however; we were given an acceptable alternate. This alternate was ZZZ3. En route; we could only paint the weather in front of us not a top full picture view. We could see the weather was building and looking not very good anywhere around ZZZ2. It was multiple thunderstorms. We had moderate turbulence for the first half at least of the arrival. On our descent; we had still hoped we could beat the weather into ZZZ2. This was not the case. Two aircraft in front of us on approach. Tower had told Arrival to report hail on the field. That's an absolute no-go fly into storm; so we said we felt ok to wait for the weather to pass from the south. During this time; we both noticed that the hole to the west towards our alternate had closed up. We both looked at each other and said we were not safe and felt too tired to hold in the thunderstorm area waiting for the weather to possibly pass.The ways out of the mess were closing up rapidly. I said let's go to ZZZ3 and we both agreed that would be the safest option. On the way south; we were told by ATC the cell development was growing much further to the south. We both noticed ZZZ4 on our way to the south. Our ACARS kept coming up with no comm messages. I made the decision to head to ZZZ4 over ZZZ3 without making proper contact with Dispatch. We had a small window to land in ZZZ4 so we got the current weather; got our landing data for ZZZ4 and told the flight attendants and passengers. I did not; however; tell Dispatch until we had safely landed. Upon landing; we told Dispatch and were told to call them at the gate. I did this and discussed the situation and outcome with the Dispatcher and Duty Manager. After briefing passengers what had happened and getting new paperwork; the weather had safely passed. We continued on to ZZZ2.I could have done a better job talking to Dispatch much earlier in the flight. Possibly deciding to stay high go west then come in when it had passed. I did not do this; nor did Dispatch relay any information until we were on approach and Tower reported hail. This was very late to effectively use Dispatch especially having no comm issues from our ACARS at that perfect moment. This lead to a diversion to an airport not discussed with Dispatch. This lead to a quick decision that though we landed safely to sit for the weather to pass did not correctly notify Dispatch to receive all needed information that Dispatch provides. I should have communicated early and often especially when I was tired. I should have discussed thunderstorm developments and direction to create a better plan early; even in preflight. Call Dispatch and discuss possible events and outcomes to better prepare alternate options; to discuss a safe place to hold so as to be out of the weather especially when we were tired; [and to] ask Center even before we start a descent if other aircraft were getting in. [Report narrative contained no additional information.] CRJ-900 flight crew and the Dispatcher reported the flight diverted for weather to an airport not listed as an alternate.